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International Journal of Computer Mathematics Volume 91, 2014 - Issue 5
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Section B

Numerical solution of an integral equation for perpetual Bermudan options

Ghada AlobaidiDepartment of Mathematics and Statistics, American University of Sharjah, Sharjah, UAECorrespondence[email protected]
,
Sattar MansiPamplin College of Business, Virginia Tech, Blacksburg, VA24061, USA
&
Roland MallierDepartment of Applied Mathematics, University of Western Ontario, London, ON, CanadaN6A 5B7
Pages 1005-1011 | Received 18 Dec 2012, Accepted 16 Jun 2013, Published online: 30 Jul 2013

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